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Felt like nothing happened all week... Closed PL Since Inception: +$49,829 MTM PL Since Inception: +$51,869 MTM Delta since last week: +$696

Very slow week. Strategy didn't make too many trades. The few it did got chopped around a bit. Strategy is currently net bullish going into next week. Closed PL Since Inception: +$49,257 MTM PL Since Inception: +$51,173 MTM Delta since last week: -$4,153

Having a fantastic week. Obviously being very long coming into the week was a good call. I didn't agree with it at the time, but that is why i'm not a discretionary trader. Algo's are slightly bearish/neutral at the moment. Closed PL this week: +$20,510 MTM PL this week: +$26,032 Closed PL...

Most of the deltas are around 30-35 at the moment. If we have a 5% drop this week, these bullish positions will end up getting closed for a significant loss. However, that will open up opportunities for new positions to be open which will capitalize on whatever movement comes next. I would...

I have been analyzing my results for Strategy 1 and Strategy 2 for the month. With over 1000 trades in the month, I have plenty of data to look at. For Strategy 1 - shorting options, there was a positive effect (although small) to using short options vs just buying shares. For Strategy 2...

The first month is now officially in the books! While I did not match my goal of $50k this month, I still had a GREAT month. I also fixed a few execution related bugs early in the process and I just completed training of V1.1 of strategy #2. This version will run in place of strategy #2 starting...

I am not opening both long and short vol positions in the same stock. At least not generally. It does rarely occur. However, the instruments I am trading are fairly well correlated, so if you look at the strategy as an aggregate - it does share some similar properties to a long calendar...

My strategies are primarily trained on the stocks themselves. The goal is to design profitable strategies if the shares themselves were traded. Once that aspect was trained, the options data was used as part of the execution engine. Identifying which strategies worked best as long options vs...

https://datashop.cboe.com/options-data

The activity on this thread died down quite a bit, so I stopped posting daily. I will shift to posting weekly results. Also will continue responding to questions and posting when I have something worth discussing. All my real time results are still automatically being posted to Twitter though...

Today's Results: Strategy 1 - Current Holdings $SPY short 15 Puts 1 Calls - Open PL: $1083 $QQQ short 4 Puts 1 Calls - Open PL: $321 $IWM short 7 Puts 3 Calls - Open PL: $593 $DIA short 1 Puts 1 Calls - Open PL: $259 $XLV short 11 Puts 2 Calls - Open PL: $253 $XLI short 2 Puts 1 Calls - Open...

Great day. Strategy 2 has been MIA all week. Something about the current market is dictating it sits out. Strategy 1 - Current Holdings $SPY short 16 Puts 1 Calls - Open PL: $1045 $QQQ short 4 Puts 1 Calls - Open PL: $418 $IWM short 4 Puts 6 Calls - Open PL: $879 $DIA short 2 Puts 1 Calls -...

Good day - followed the market up. Holding a lot of bullish positions - just like a few days ago, I don't necessarily agree with the position the bot is taking. Strategy 1 - Current Holdings $SPY short 20 Puts 1 Calls - Open PL: $621 $QQQ short 16 Puts 2 Calls - Open PL: $415 $IWM short 4 Puts...

Todays Results. Instead of just including the results, I also included what positions the strategy is currently holding. Perhaps this will spur some conversations. Strategy 1 - Current Holdings: $SPY short 4 Puts 3 Calls - Open PL: $261 $QQQ short 2 Puts 4 Calls - Open PL: $386 $IWM short 3...

Wasn't as bad as it could have been - but not a good day. Strategy 1: Open PL: +$354 Closed PL: -$1406 Net: -$1052 Strategy 2: Open PL: 0 Closed PL: -$2864 Net: -$2,864 Closed PL Since Inception: +$2,464 MTM PL Since Inception: +$2,818 Since starting, here is how the strategy compares to the...

Interesting day. The system woke up and opened quite a few bullish positions throughout the day. Thanks to the afternoon sell-off this put my open PL negative across both strategies. I like to think that my system is smarter than me, but I personally have a very bad feeling about the market...

Agreed

Todays Results: Strategy 1: Open PL: +$968 Closed PL: +$136 Net: +$1,104 Strategy 2: Open PL: $0 Closed PL: $0 Net: $0 Closed PL Since Inception: +$6,810 MTM PL Since Inception: +$7,778 A lot less trades so far this week. Last week I had over 400 trades, only a few dozen so far this week...

No trades were closed yesterday Todays Results: Strategy 1: Open PL: -$728 Closed PL: -$1,608 Net: -$2,336 Strategy 2: Open PL: $0 Closed PL: +$666 Net: +$666 Closed PL Since Inception: +$6,674 MTM PL Since Inception: +$5,946 I am noticing very little trading activity in strategy 1 so far...

Yes, my overall account hedges that I use to backstop all of the strategies in this account will make me a lot of money (beyond just protecting downside). I would love to see a black swan. This particular strategy itself may or may not take a hit depending on the ratio of bullish to bearish...